Thanks DanielWillis and sameburn for your answers,
Unfortunately, no luck yet.
I made one more test, setting the factory at the MU level, changing the query as:
SELECT * FROM MyTable WHERE MyField = 'XFBR(WSMU, MyFunction, Param1=XYZ)'
I removed the OS Param, so I removed a doubt about it.
If I "Test" the Data Adapter, it works fine.
If I run the Report from Report Designer it works fine.
If I run the report from my dashboard, I get the following error:
Error processing XFBR String 'MyFunction'. Unable to find the Workspace Assembly Service Factory class for name 'WSMU' in Workspace 'Default' and Maintenance Unit ''
No problems at all if I call a "traditional" XBFR (outside from the Workspace)
Thanks for your effort
FabioG